GJRM: ggmtrust – R documentation

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ggmtrust

ggmtrust for penalised network

penalised network, work in progress.

ggmtrust(s, n, data = NULL, lambda = 1, pen = "lasso", params = NULL, method = "BHHH", 
         w.alasso = NULL, gamma = 1, a = 3.7)

`s`	Sample covariance matrix.
`n`	Sample size.
`data`	Data.
`lambda`	Regularisation parameter.
`pen`	Either "lasso" or "ridge".
`params`	If different from null then these are taken as the starting values.
`method`	Either "H" or "BHHH".
`w.alasso`	weight for alasso.
`gamma`	alasso param.
`a`	scad param.

penalised network, work in progress.

The function returns an object of class ggmtrust.

Generalised Joint Regression Modelling

v0.2-4

GPL (>= 2)

Authors

Giampiero Marra <giampiero.marra@ucl.ac.uk> and Rosalba Radice <rosalba.radice@city.ac.uk>

Initial release